+32.8%
SNOW vs WM
+104.2%
-71.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | +6.4% | -2.4% | +8.8% | +7.1% |
| 3M | +38.1% | +0.4% | +37.7% | +37.3% |
| 6M | +100.4% | -9.5% | +109.9% | +105.5% |
| YTD | +53.7% | +0.5% | +53.2% | +52.8% |
| 1Y | +52.0% | -1.1% | +53.0% | +51.6% |
| 3Y | +114.7% | +46.0% | +68.6% | +85.6% |
| 5Y | +8.8% | +51.8% | -43.0% | -6.1% |
| All | +32.8% | +104.2% | -71.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling